+1,580.3%
LLY vs HL
+254.2%
+1,326.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -8.6% | +18.8% | -27.4% | -9.2% |
| 3M | -1.6% | +43.7% | -45.4% | -3.0% |
| 6M | +11.8% | -1.0% | +12.9% | +11.5% |
| YTD | +5.1% | +8.7% | -3.6% | +4.3% |
| 1Y | +50.7% | +105.0% | -54.3% | +46.4% |
| 3Y | +95.7% | +427.3% | -331.6% | +82.7% |
| 5Y | +390.2% | +249.3% | +140.9% | +359.5% |
| 10Y | +1,580.3% | +284.2% | +1,296.1% | +1,386.3% |
| All | +1,580.3% | +254.2% | +1,326.1% | +1,386.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling